Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
New Futures Radio Podcast
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.670 +0.01 99.655 99.670 99.655 103279
Eurodollar GEU5 Sep 2015 99.510 +0.02 99.495 99.515 99.490 97912
Eurodollar GEZ5 Dec 2015 99.320 +0.025 99.300 99.335 99.295 131675
Eurodollar GEH6 Mar 2016 99.125 +0.03 99.100 99.145 99.095 129867
Eurodollar GEM6 Jun 2016 98.920 +0.035 98.895 98.945 98.890 144922
Eurodollar GEU6 Sep 2016 98.720 +0.04 98.695 98.745 98.685 107882
Eurodollar GEZ6 Dec 2016 98.535 +0.045 98.510 98.560 98.500 158880
Eurodollar GEH7 Mar 2017 98.385 +0.045 98.360 98.410 98.350 109001
10-Year U.S. Treasury Note ZNM5 Jun 2015 128'165 +0'090 128'125 128'225 128'080 922609
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 102'250 a +0'060 102'240 102'285 102'240 325
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 105'280 a +0'135 105'230 106'015 105'220 984
2-Year Eurodollar Bundle BU2M5 Jun 2015 99.0275 b +0.035 - 99.0350 - -
3-Year Eurodollar Bundle BU3M5 Jun 2015 98.7150 b +0.0425 - 98.7225 - -
5-Year Eurodollar Bundle BU5M5 Jun 2015 98.2850 b +0.0475 - 98.2950 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.670 +0.01 99.655 99.670 99.655 103279
Eurodollar GEU5 Sep 2015 99.510 +0.02 99.495 99.515 99.490 97912
Eurodollar GEZ5 Dec 2015 99.320 +0.025 99.300 99.335 99.295 131675
Eurodollar GEH6 Mar 2016 99.125 +0.03 99.100 99.145 99.095 129867
Eurodollar GEM6 Jun 2016 98.920 +0.035 98.895 98.945 98.890 144922
Eurodollar GEU6 Sep 2016 98.720 +0.04 98.695 98.745 98.685 107882
Eurodollar GEZ6 Dec 2016 98.535 +0.045 98.510 98.560 98.500 158880
Eurodollar GEH7 Mar 2017 98.385 +0.045 98.360 98.410 98.350 109001
30-Day Federal Funds ZQM5 Jun 2015 99.860 +0.005 99.855 99.865 99.850 5903
2-Year Eurodollar Bundle BU2M5 Jun 2015 99.0275 b +0.035 - 99.0350 - -
3-Year Eurodollar Bundle BU3M5 Jun 2015 98.7150 b +0.0425 - 98.7225 - -
5-Year Eurodollar Bundle BU5M5 Jun 2015 98.2850 b +0.0475 - 98.2950 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBM5 Jun 2015 170'01 +1'23 168'27 170'19 168'16 57666
U.S. Treasury Bond ZBM5 Jun 2015 164'00 +1'19 162'27 164'15 162'17 192275
10-Year U.S. Treasury Note ZNM5 Jun 2015 128'165 +0'090 128'125 128'225 128'080 922609
5-Year U.S. Treasury Note ZFM5 Jun 2015 119'292 +0'052 119'270 120'017 119'247 465926
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTM5 Jun 2015 109'162 +0'020 109'147 109'175 109'142 206596
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UM5 Jun 2015 100'172 +0'017 100'172 100'177 100'172 25
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 102'250 a +0'060 102'240 102'285 102'240 325
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 105'280 a +0'135 105'230 106'015 105'220 984
30-Year Deliverable Interest Rate Swap B1UM5 Jun 2015 118'25 b +1'14 117'25 119'05 117'25 90
2-Year Euro Deliverable Interest Rate Swap T1EM5 Jun 2015 - - - - -
Interest Rate Education|All Education
All IR Products
STIR Futures
Treasury Futures
Swap Futures
Options
Treasury Futures
Swaps
Options
STIRs
Deliverable Swap Futures
All IR Products
DSFs: New High in Monthly ADV, Growing Open Interest

DSFs
Enlarge

 

 

 
 
DSF Interest Rate Swap Exposure
Quickstrike Option Pricing
New Find-a-Broker Tool
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.